Hierarchical Nash Equilibrium over Variational Equilibria via Fixed-point Set Expression of Quasi-nonexpansive Operator

Abstract

The equilibrium selection problem in the generalized Nash equilibrium problem (GNEP) has recently been studied as an optimization problem, defined over the set of all variational equilibria achievable first through a non-cooperative game among players. However, to make such a selection fairly for all players, we have to rely on an unrealistic assumption, that is, the availability of a reliable center not possible to cause any bias for all players. In this paper, we propose a new equilibrium selection achievable by solving a further GNEP, named the hierarchical Nash equilibrium problem (HNEP), within only the players. The HNEP covers existing optimization-based equilibrium selections as its simplest cases, while the general style of the HNEP can ensure a fair equilibrium selection without assuming any trusted center or randomness. We also propose an iterative algorithm for the HNEP as an application of the hybrid steepest descent method to a variational inequality newly defined over the fixed point set of a quasi-nonexpansive operator. Numerical experiments show the effectiveness of the proposed equilibrium selection via the HNEP.